ROMO vs. VFMO

Last updated Jun 4, 2026

ROMO (Strategy Shares Newfound/ReSolve Robust Momentum ETF) and VFMO (Vanguard U.S. Momentum Factor ETF) are both Momentum funds. ROMO is passively managed, while VFMO is actively managed. Over the past 5 years, ROMO returned 6.78%/yr vs 13.84%/yr for VFMO. A 0.74 correlation means they provide meaningful diversification when combined. ROMO charges 0.82%/yr vs 0.13%/yr for VFMO.

Performance

ROMO vs. VFMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) and Vanguard U.S. Momentum Factor ETF (VFMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROMO achieves a 6.33% return, which is significantly lower than VFMO's 23.68% return.

ROMO

• 1D: -0.69%
• 1M: 3.99%
• YTD: 6.33%
• 6M: 7.08%
• 1Y: 17.53%
• 3Y*: 14.45%
• 5Y*: 6.78%
• 10Y*: —

VFMO

• 1D: 0.11%
• 1M: 5.53%
• YTD: 23.68%
• 6M: 23.37%
• 1Y: 43.34%
• 3Y*: 27.93%
• 5Y*: 13.84%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ROMO vs. VFMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF	6.33%	9.29%	20.68%	11.05%	-18.88%	21.41%	-3.48%	4.41%
VFMO Vanguard U.S. Momentum Factor ETF	23.68%	17.39%	26.14%	16.25%	-12.84%	19.16%	31.36%	5.85%

Correlation

The correlation between ROMO and VFMO is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Nov 5, 2019	0.74

The correlation between ROMO and VFMO has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.

ROMO vs. VFMO - Sectors Allocation Comparison

Sectors	ROMO	VFMO
Financial Services	22.0%	6.5%
Industrials	19.4%	24.7%
Technology	12.5%	17.5%
Healthcare	9.6%	22.9%
Consumer Cyclical	8.4%	8.7%
Consumer Defensive	6.3%	2.5%
Basic Materials	6.2%	6.4%
Communication Services	5.0%	3.4%
Energy	3.9%	7.3%
Utilities	3.6%	0.2%
Real Estate	3.0%	0.1%

Return for Risk

ROMO vs. VFMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ROMO

ROMO Risk / Return Rank: 35
ROMO Sharpe Ratio Rank: 36
ROMO Sortino Ratio Rank: 36
ROMO Omega Ratio Rank: 36
ROMO Calmar Ratio Rank: 32
ROMO Martin Ratio Rank: 37

VFMO

VFMO Risk / Return Rank: 65
VFMO Sharpe Ratio Rank: 59
VFMO Sortino Ratio Rank: 55
VFMO Omega Ratio Rank: 56
VFMO Calmar Ratio Rank: 77
VFMO Martin Ratio Rank: 76

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ROMO vs. VFMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) and Vanguard U.S. Momentum Factor ETF (VFMO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	ROMO	VFMO	Difference
Sharpe ratio Return per unit of total volatility	1.30	2.05	-0.76
Sortino ratio Return per unit of downside risk	1.86	2.70	-0.84
Omega ratio Gain probability vs. loss probability	1.24	1.35	-0.11
Calmar ratio Return relative to maximum drawdown	1.58	3.96	-2.39
Martin ratio Return relative to average drawdown	5.70	14.97	-9.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ROMO vs. VFMO - Sharpe Ratio Comparison

The current ROMO Sharpe Ratio is 1.30, which is lower than the VFMO Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of ROMO and VFMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ROMO	VFMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	2.05	-0.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.64	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.66	-0.18

Drawdowns

ROMO vs. VFMO - Drawdown Comparison

The maximum ROMO drawdown since its inception was -28.66%, smaller than the maximum VFMO drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for ROMO and VFMO.

Drawdown Indicators

	ROMO	VFMO	Difference
Max Drawdown Largest peak-to-trough decline	-28.66%	-36.77%	+8.11%
Max Drawdown (1Y) Largest decline over 1 year	-11.16%	-10.98%	-0.18%
Max Drawdown (3Y) Largest decline over 3 years	-14.09%	-24.40%	+10.31%
Max Drawdown (5Y) Largest decline over 5 years	-20.26%	-25.80%	+5.54%
Current Drawdown Current decline from peak	-1.62%	0.00%	-1.62%
Average Drawdown Average peak-to-trough decline	-8.31%	-7.77%	-0.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	2.90%	+0.18%

Volatility

ROMO vs. VFMO - Volatility Comparison

The current volatility for Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) is 4.12%, while Vanguard U.S. Momentum Factor ETF (VFMO) has a volatility of 6.20%. This indicates that ROMO experiences smaller price fluctuations and is considered to be less risky than VFMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROMO	VFMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.12%	6.20%	-2.08%
Volatility (6M) Calculated over the trailing 6-month period	11.11%	16.37%	-5.26%
Volatility (1Y) Calculated over the trailing 1-year period	13.58%	21.20%	-7.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.03%	21.70%	-9.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.45%	23.57%	-9.12%

ROMO vs. VFMO - Expense Ratio Comparison

ROMO has a 0.82% expense ratio, which is higher than VFMO's 0.13% expense ratio.

Dividends

ROMO vs. VFMO - Dividend Comparison

ROMO's dividend yield for the trailing twelve months is around 8.34%, more than VFMO's 0.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF	8.34%	8.87%	0.76%	2.42%	0.77%	0.56%	0.97%	0.58%	0.00%
VFMO Vanguard U.S. Momentum Factor ETF	0.63%	0.82%	0.72%	0.89%	1.72%	0.81%	0.45%	1.22%	0.70%

Frequently Asked Questions

Can I hold both ROMO and VFMO in my portfolio?

ROMO and VFMO have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROMO or VFMO?

VFMO has higher volatility (6.20%) compared to ROMO (4.12%). In terms of maximum drawdown, ROMO dropped -28.66% vs VFMO's -36.77%.

Which ETF is better, ROMO or VFMO?

On 5-year performance, VFMO leads with 13.84% vs 6.78% for ROMO. On fees, VFMO is cheaper at 0.13% per year. On volatility, ROMO has been the lower-risk option at 4.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROMO or VFMO?

Over the 5-year period, VFMO has performed better with a 13.84% return vs 6.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROMO or VFMO?

VFMO is cheaper with a 0.13% expense ratio, compared with 0.82% for ROMO.

Which ETF pays a higher dividend yield, ROMO or VFMO?

ROMO has the higher dividend yield at 8.34%, compared with 0.63% for VFMO.

What is the main difference between ROMO and VFMO?

They also come from different issuers: Rational Capital LLC and Vanguard. Their fees differ too: 0.82% for ROMO and 0.13% for VFMO.

Which has better risk-adjusted returns?

VFMO currently has the higher Sharpe Ratio (2.05 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.